Within a messaging network, messages may be delivered from one data processing system to another via one or more “message brokers” that provide routing and, in many cases, transformations and other services. U.S. patent application Ser. No. 11/944,711 filed Nov. 26, 2007 by Fletcher et al. (Publication No. 2008/0133337 A1), incorporated herein by reference, describes such message brokers as well as publish/subscribe systems. The Fletcher et al. patent application discloses that, for managing the retention of publications in a publish/subscribe system, a publisher sends a new publication to a publish/subscribe broker with an indication of whether the new publication should be retained in association with a previous retained publication. If so, the contents or ‘payload’ of the new published message may be appended to a previous retained message, resulting in a single retained message that contains information from multiple published messages.